Sur certaines martingales de Benoit Mandelbrot
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Cites work
- scientific article; zbMATH DE number 3434888 (Why is no real title available?)
- scientific article; zbMATH DE number 3434889 (Why is no real title available?)
- scientific article; zbMATH DE number 3438200 (Why is no real title available?)
- scientific article; zbMATH DE number 3433282 (Why is no real title available?)
- scientific article; zbMATH DE number 3223984 (Why is no real title available?)
- scientific article; zbMATH DE number 3227613 (Why is no real title available?)
- Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
Cited in
(only showing first 100 items - show all)- Different aspects of a random fragmentation model
- A simple method to find all solutions to the functional equation of the smoothing transform
- On a symmetry of turbulence
- Inversion formula for continuous multifractals
- Diffusions of multiplicative cascades
- Turbulent cascades: Limitations and a statistical test of the lognormal hypothesis
- Higher moments for random multiplicative measures
- The intermediate disorder regime for a directed polymer model on a hierarchical lattice
- How much can the eigenvalues of a random Hermitian matrix fluctuate?
- Limit theorems for Mandelbrot's multiplicative cascades.
- Nonlinear spectral analysis of flow through multifractal porous media
- Mathematical problems and games
- The multifractal nature of heterogeneous sums of Dirac masses
- Fractal percolation is unrectifiable
- Limsup deviations on trees
- Trigonometric multiplicative chaos and applications to random distributions
- The Geometry of Fractal Percolation
- Log-normal continuous cascade model of asset returns: aggregation properties and estimation
- Stochastic fixed-point equations
- Critical Liouville measure as a limit of subcritical measures
- Dimension de Hausdorff de certains fractals aléatoires
- Inside singularity sets of random Gibbs measures
- The near-critical Gibbs measure of the branching random walk
- A note on branching Lévy processes
- Convergence of two-dimensional branching recursions
- Critical Gaussian chaos: convergence and uniqueness in the derivative normalisation
- Exact packing measure on a Galton-Watson tree
- Smoothing equations for large Pólya urns
- A general decomposition theory for random cascades
- The fixed points of the multivariate smoothing transform
- Multiperiodic multifractal martingale measures.
- Diffusion on multifractals
- Confidence intervals for the scaling function of multifractal random walks
- Efficient approximation of branching random walk Gibbs measures
- Noncommutative probability and multiplicative cascades
- Subcritical multiplicative chaos for regularized counting statistics from random matrix theory
- Large deviations for the local fluctuations of random walks
- Measure theoretic entropy of random substitution subshifts
- The endpoint distribution of directed polymers
- Limit theorems for multiplicative cascades in a random environment
- Regular variation of fixed points of the smoothing transform
- Dimension result and KPZ formula for two-dimensional multiplicative cascade processes
- Nonparametric reconstruction of a multifractal function from noisy data
- On Markov-Mandelbrot martingales
- Porosities of Mandelbrot percolation
- Multifractal formalisms: Boxed versus centered intervals
- LARGE DEVIATIONS OF MULTIFRACTAL MEASURES
- Asymptotic of the maximal displacement in a branching random walk
- Absolute continuity of one-sided random translations
- Renewal of singularity sets of random self-similar measures
- Product formalisms for measures on spaces with binary tree structures: representation, visualization, and multiscale noise
- Extreme values and fat tails of multifractal fluctuations
- Uniform convergence for complex [0,1]-martingales
- Corrigendum to D. Simpelaere: Multifractal decomposition of the Sierpinski carpet.
- Projections of planar Mandelbrot random measures
- On Max-Multiscaling Distributions as Extended Max-Semistable Ones
- Implicit renewal theorem for trees with general weights
- \(L^p\)-variations for multifractal fractional random walks
- Combining multifractal additive and multiplicative chaos
- Random conformal weldings
- Maximal displacement of a branching random walk in time-inhomogeneous environment
- Second order properties of distribution tails and estimation of tail exponents in random difference equations
- Moments for multidimensional Mandelbrot cascades
- A probabilistic analysis of some tree algorithms
- Estimating the scaling function of multifractal measures and multifractal random walks using ratios
- Implicit renewal theory and power tails on trees
- Asymptotics for the survival probability in a killed branching random walk
- Inverse measures, the inversion formula, and discontinuous multifractals
- Directed polymers on hierarchical lattices with site disorder
- The Seneta-Heyde scaling for the branching random walk
- Limiting laws of supercritical branching random walks
- On exact scaling log-infinitely divisible cascades
- Heavy tailed solutions of multivariate smoothing transforms
- Scaling exponents and multifractal dimensions for independent random cascades
- Multifractal analysis of complex random cascades
- Connectivity properties of Mandelbrot's percolation process
- Dynamics of Mandelbrot cascades
- On the multifractal analysis of the branching random walk in \(\mathbb R^d\)
- Random cascades on wavelet dyadic trees
- Continuous cascade models for asset returns
- On multidimensional Mandelbrot cascades
- Pólya tree posterior distributions on densities
- Fixed points with finite variance of a smoothing transformation.
- The exact Hausdorff dimension of a branching set
- Hausdorff and packing spectra, large deviations, and free energy for branching random walks in \({\mathbb{R}^d}\)
- Seneta-Heyde norming in the branching random walk
- Weak convergence for the minimal position in a branching random walk: a simple proof
- On generalized multiplicative cascades
- Tree polymers in the infinite volume limit at critical strong disorder
- Critical Gaussian multiplicative chaos: convergence of the derivative martingale
- Convergence of complex multiplicative cascades
- Gaussian multiplicative chaos and applications: a review
- NEW INSIGHTS INTO THE ESTIMATION OF SCALING EXPONENTS
- Fractional multiplicative processes
- Multifractal decomposition of the Sierpiński carpet.
- The glassy phase of complex branching Brownian motion
- Total progeny in killed branching random walk
- Branching random walk with trapping zones
- KPZ in one dimensional random geometry of multiplicative cascades
- On the estimation of the large deviations spectrum
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